Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
7.52%
3 year
4.15%
5 year
9.05%
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2020 onward derived from N-PORT monthly returnsRisk statistics
60 months through Dec. 31, 2024Volatility (ann.)
14.93%
Sharpe
0.28
Sortino
0.42
Max drawdown
-18.78%
Best month
9.42%
Worst month
-9.94%
Beta vs VTSAX
0.76
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.